PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-22 18:56:49.387075+00:00 (UTC)
In US/Central Time, this is 2024-03-22 13:56:49.387075-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897050 -0.474845 0.086109 -0.008619 0.545319 0.254531
1997-01-03 -0.885341 -0.474845 -0.155694 0.006891 0.744902 0.205368
1997-01-06 -0.881438 -0.474845 -0.064266 -0.016374 0.777780 0.269317
1997-01-07 -0.881438 -0.454023 -0.129228 -0.047394 0.837407 0.382943
1997-01-08 -0.893147 -0.454023 -0.022161 -0.086169 0.785442 0.496177
... ... ... ... ... ... ...
2024-03-15 -0.858019 -1.495106 -0.723509 1.689736 0.831638 0.578849
2024-03-18 -0.869728 -1.474284 -0.733133 1.650961 0.714347 0.682726
2024-03-19 -0.881438 -1.463873 -0.794486 1.658716 0.738923 0.558629
2024-03-20 -0.865825 -1.401408 -0.888320 1.720756 0.828093 0.465853
2024-03-21 -0.900953 -1.432641 -0.902756 1.720756 0.836714 0.465853

7192 rows × 6 columns

../_images/1fa4ce906cb5690dd64de0218afe470c01519b6ed71eb85d5269a4bc4cec4aa1.png
pc1
DATE
1997-01-02   -0.577615
1997-01-03   -0.683751
1997-01-06   -0.666657
1997-01-07   -0.703025
1997-01-08   -0.672696
                ...   
2024-03-15   -1.581537
2024-03-18   -1.564712
2024-03-19   -1.572419
2024-03-20   -1.596564
2024-03-21   -1.623794
Name: PC1, Length: 7192, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/5e05359e88dc3d80177a09ba3a3411078af3832fd1099d53670140526db63a88.png
fig = px.line(pc1)
fig.show()
../_images/168f8c1fa73c1bc9bf48213d1bef0fba7164e6f4665b9ead4277febe46aeeb04.png